+216.5%
AZN vs HUM
+152.7%
+63.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -1.9% | 0.0% |
| 7D | -1.6% | +2.1% | -3.6% | -1.8% |
| 30D | +1.1% | +5.4% | -4.3% | +0.3% |
| 3M | -12.1% | +11.4% | -23.5% | -13.6% |
| 6M | -17.1% | +141.5% | -158.6% | -27.3% |
| YTD | -12.0% | +61.2% | -73.2% | -18.6% |
| 1Y | -0.2% | +49.2% | -49.4% | -7.0% |
| 3Y | +26.8% | -9.0% | +35.8% | +26.9% |
| 5Y | +56.9% | +7.2% | +49.7% | +48.2% |
| All | +216.5% | +152.7% | +63.8% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling